EAT vs. CALM
EAT (Brinker International, Inc.) and CALM (Cal-Maine Foods, Inc.) are both stocks. EAT operates in Restaurants (Consumer Cyclical), while CALM operates in Farm Products (Consumer Defensive). Over the past 10 years, EAT returned 14.68%/yr vs 9.86%/yr for CALM. At a 0.16 correlation, their price movements are largely independent.
Performance
EAT vs. CALM - Performance Comparison
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Returns By Period
In the year-to-date period, EAT achieves a 11.01% return, which is significantly higher than CALM's -0.54% return. Over the past 10 years, EAT has outperformed CALM with an annualized return of 14.68%, while CALM has yielded a comparatively lower 9.86% annualized return.
EAT
- 1D
- 0.37%
- 1M
- 26.08%
- YTD
- 11.01%
- 6M
- 10.29%
- 1Y
- -9.63%
- 3Y*
- 62.12%
- 5Y*
- 21.19%
- 10Y*
- 14.68%
CALM
- 1D
- -2.22%
- 1M
- -1.77%
- YTD
- -0.54%
- 6M
- -8.91%
- 1Y
- -13.33%
- 3Y*
- 23.34%
- 5Y*
- 22.16%
- 10Y*
- 9.86%
EAT vs. CALM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EAT Brinker International, Inc. | 11.01% | 8.49% | 206.37% | 35.32% | -12.79% | -35.32% | 36.16% | -0.92% | 17.27% | -18.44% |
CALM Cal-Maine Foods, Inc. | -0.54% | -15.61% | 87.00% | 14.48% | 51.87% | -1.38% | -12.19% | 2.09% | -3.90% | 0.62% |
Correlation
The correlation between EAT and CALM is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 1996 | 0.16 |
The correlation between EAT and CALM shifts across timeframes, from -0.03 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
Fundamentals
EAT:
$7.09B
CALM:
$3.70B
EAT:
$10.14
CALM:
$14.48
EAT:
15.71
CALM:
5.39
EAT:
0.36
CALM:
0.00
EAT:
1.27
CALM:
1.08
EAT:
17.46
CALM:
1.37
EAT:
$5.73B
CALM:
$3.46B
EAT:
$3.45B
CALM:
$1.17B
EAT:
$807.20M
CALM:
$1.05B
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Return for Risk
EAT vs. CALM — Risk / Return Rank
EAT
CALM
EAT vs. CALM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brinker International, Inc. (EAT) and Cal-Maine Foods, Inc. (CALM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EAT | CALM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.95 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | -0.36 | +0.14 |
| Martin ratioReturn relative to average drawdown | -0.44 | -0.56 | +0.11 |
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Drawdowns
EAT vs. CALM - Drawdown Comparison
The maximum EAT drawdown since its inception was -88.40%, which is greater than CALM's maximum drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for EAT and CALM.
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Drawdown Indicators
| EAT | CALM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.40% | -74.08% | -14.32% |
Max Drawdown (1Y)Largest decline over 1 year | -44.41% | -37.00% | -7.41% |
Max Drawdown (3Y)Largest decline over 3 years | -45.92% | -37.00% | -8.92% |
Max Drawdown (5Y)Largest decline over 5 years | -65.54% | -37.00% | -28.54% |
Max Drawdown (10Y)Largest decline over 10 years | -84.94% | -39.12% | -45.82% |
Current DrawdownCurrent decline from peak | -15.77% | -31.17% | +15.40% |
Average DrawdownAverage peak-to-trough decline | -24.33% | -30.31% | +5.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.77% | 23.95% | -2.18% |
Volatility
EAT vs. CALM - Volatility Comparison
Brinker International, Inc. (EAT) has a higher volatility of 15.23% compared to Cal-Maine Foods, Inc. (CALM) at 6.31%. This indicates that EAT's price experiences larger fluctuations and is considered to be riskier than CALM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAT | CALM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.23% | 6.31% | +8.92% |
Volatility (6M)Calculated over the trailing 6-month period | 36.27% | 20.43% | +15.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.95% | 33.03% | +13.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.04% | 32.61% | +16.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.13% | 31.13% | +24.00% |
Dividends
EAT vs. CALM - Dividend Comparison
EAT has not paid dividends to shareholders, while CALM's dividend yield for the trailing twelve months is around 6.15%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | 6.15% | 10.90% | 2.82% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% |
EAT Brinker International, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.67% | 3.62% | 3.46% | 3.71% | 2.67% | 2.50% |
Financials
EAT vs. CALM - Financials Comparison
This section allows you to compare key financial metrics between Brinker International, Inc. and Cal-Maine Foods, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
EAT vs. CALM - Profitability Comparison
EAT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brinker International, Inc. reported a gross profit of 1.10B and revenue of 1.47B. Therefore, the gross margin over that period was 74.6%.
CALM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported a gross profit of 119.28M and revenue of 666.95M. Therefore, the gross margin over that period was 17.9%.
EAT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brinker International, Inc. reported an operating income of 166.60M and revenue of 1.47B, resulting in an operating margin of 11.3%.
CALM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported an operating income of 35.98M and revenue of 666.95M, resulting in an operating margin of 5.4%.
EAT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brinker International, Inc. reported a net income of 127.90M and revenue of 1.47B, resulting in a net margin of 8.7%.
CALM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported a net income of 50.46M and revenue of 666.95M, resulting in a net margin of 7.6%.
Frequently Asked Questions
EAT and CALM have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EAT has higher volatility (15.23%) compared to CALM (6.31%). In terms of maximum drawdown, EAT dropped -88.40% vs CALM's -74.08%.
EAT currently has the higher Sharpe Ratio (-0.21 vs -0.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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